ELI5: Explain Like I'm 5

Join (sigma algebra)

Okay, imagine you have a toy box full of toys.

Now, a sigma algebra is like a special box that you can put all the toys in. But, there are some rules that you have to follow when putting toys in this special box.

For example, you can only put toys that are related in the same way. Maybe you only put toys that are small or toys that are blue.

A join operation in sigma algebra is like taking two of these special boxes and putting them together to make one big box.

So now you have two special boxes, one filled with small toys and one filled with blue toys. When you do the join operation, you can put all the small blue toys in the new big box.

And that's basically what a join operation in sigma algebra is. It's taking two smaller boxes of related things and putting them together to make one bigger box that has everything in it.